A sufficient optimality condition for non-linear delayed optimal control problems

MaRDI QIDQ5151654zbMATH OpenFDO

Authors Ana P. Lemos-Paião, Delfim F. M. Torres, Cristiana J. Silva

Publication date 22 February 2021

Full work available at URL https://arxiv.org/abs/1804.06937, http://www.yokohamapublishers.jp/online-p/Pafa/vol4/pafav4n2p345.pdf

zbMATH Keywords

constant delays in state and control variablesHamilton-Jacobi equationnon-linear delayed problemsoptimal controlsufficient optimality condition

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi theories (49L99)

Abstract: We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained through a transformation that allow us to rewrite a delayed optimal control problem as an equivalent non-delayed one.

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